Apr 24, 2024 · Processes that are caused by forces from within the Earth are endogenous processes. Perhaps you are thinking of endogenous and exogenous variables in a model?

Sep 22, 2024 · A variable is exogenous if an equation within the model fully determines its values without recourse to any other endogenous choice variable. Sidenote: More generally, it could …

Feb 4, 2023 · Endogenous Vs Exogenous: I'm using the following as a definition of endogenous variable, is this correct and appropriate? An endogenous variable is a variable that depends …

An exogenous variable is a variable whose state is independent of the state of other variables in a system. To my understanding independent variables thus do not need to be exogenous, yet …

Exogenous: A variable is exogenous to a model if it is not determined by other parameters and variables in the model, but is set externally and any changes to it come from external forces. …

Sep 2, 2022 · I want to use V2 as an exogenous variable in the time series forecast of V1. I am using prophet for this where I forecast V2 and then use it as an exogenous variable to forecast …

Oct 2, 2020 · The model with the exogenous variables is poorer by all measures (lower log-likelihood, higher AIC/BIC, poorer fit on the training data). Am I doing something incorrect with …

Mar 28, 2023 · However, when extending the model with exogenous variables using xreg, does the same rule apply to them, or do I have to transform those to achieve stationarity prior to …

Jan 9, 2021 · I fitted a Vector Auto-Regressive models of order 2 VAR (2) with two variables "V1" and "V2" plus an exogenous one "EX". How can I formally write the equations of the model, …

Mar 23, 2024 · Are you aware of any existing packages or libraries that support the estimation of a VECM or structural VECM with an exogenous variable in R? If you have experience with such …